Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk

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Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk

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Summary, etc.：: This paper provides a tractable framework to study optimal risk sharing between an investor and a firm with general utility forms in the presence of m...

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Material Type: 文書・図像類
Title: Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk
Author/Editor: 三隅, 隆司
中村, 恒
髙岡, 浩一郎
Author Heading: 三隅, 隆司
https://nrid.nii.ac.jp/nrid/1000000229684/
中村, 恒
https://nrid.nii.ac.jp/nrid/1000080418649/
髙岡, 浩一郎
Publication, Distribution, etc.: Hitotsubashi University Center for Financial Research
Publication Date: 2013-03
Publication Date (W3CDTF): 2013-03
Text Language Code: eng
Target Audience: 一般
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/25548/070hcfrWP_1_004.pdf
Access Restrictions: インターネット公開
Periodical Title: Working Paper Series ; No. G-1-4
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources